Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators

DOI10.1016/j.spa.2022.10.012OpenAlexW3112180756MaRDI QIDQ2105083

Irène Gannaz

Publication date: 8 December 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.09436

zbMATH Keywords

waveletsasymptotic normalitylong-range dependencecovariancemultivariate processescerebral connectivity

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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